A wavelet approach for factor-augmented forecasting

Journal of Forecasting

Volumn 30, Issue 7, 2011, Pages 666-678

  Rua, Antõnio ^a  

^a BANCO DE PORTUGAL   (Portugal)

Author keywords

factor models; forecasting; multi resolution decomposition; wavelets

Indexed keywords

ECONOMICS; LARGE DATASET; TIME SERIES ANALYSIS;

DATA AVAILABILITY; FACTOR MODEL; FORECAST ACCURACY; FORECASTING PERFORMANCE; LARGE DATASETS; MULTI RESOLUTION DECOMPOSITION; WAVELET MULTI-RESOLUTION ANALYSIS; WAVELETS;

FORECASTING;

EID: 80054873106     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1200     Document Type: Article

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